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BainaryBackTest Programming - 俺にはトレードしかない

USDJPY I tried to verify the Bollinger Bands trading methods 2σ to 3σ for the past 10 years!

I changed the Bollinger Bands parameters from 2σ to 3σ to verify the winning percentage over the last 10 years and put out a graph.

The judgment time is 5 minutes later.

Bollinger Bands: What You Need To Know To Change Your Trading

USDJPY 5Minute Bollinger Bands 2σ Winning Percent

 highwin: 27,939 highlose: 22,737 hightotal 50,676 HighWP: 55.13 %
lowwin: 27,139 lowlose: 22,973 lowtotal 50,112 LowWP: 54.16 %
win: 55,078 lose: 45,710 total: 100,788 WP: 54.65 %

f:id:hiraka_Blog:20210102195455p:plain
MON_WP: 54.3 % win 8,684,450.0 lose 8,600,000
TUE_WP: 54.16 % win 9,494,500.0 lose 9,075,000
WED_WP: 54.98 % win 9,553,150.0 lose 9,202,000
TUR_WP: 54.6 % win 9,298,150.0 lose 9,095,000
FRI_WP: 55.14 % win 9,445,200.0 lose 9,042,000

f:id:hiraka_Blog:20210102195433p:plain
0_WP: 56.77 % win 1,325,150.0 lose 1,187,000
1_WP: 57.99 % win 1,718,700.0 lose 1,465,000
2_WP: 55.33 % win 2,098,650.0 lose 1,993,000
3_WP: 52.76 % win 2,649,450.0 lose 2,791,000
4_WP: 53.33 % win 2,818,600.0 lose 2,902,000
5_WP: 55.22 % win 1,700,000.0 lose 1,622,000
6_WP: 56.42 % win 1,419,500.0 lose 1,290,000
7_WP: 55.34 % win 1,471,350.0 lose 1,397,000
8_WP: 54.98 % win 1,978,800.0 lose 1,906,000
9_WP: 56.41 % win 2,377,450.0 lose 2,161,000
10_WP: 54.52 % win 2,654,550.0 lose 2,605,000
11_WP: 54.05 % win 2,303,500.0 lose 2,304,000
12_WP: 55.18 % win 1,856,400.0 lose 1,774,000
13_WP: 52.95 % win 1,572,500.0 lose 1,644,000
14_WP: 54.02 % win 1,668,550.0 lose 1,671,000
15_WP: 55.1 % win 2,349,400.0 lose 2,252,000
16_WP: 53.72 % win 2,673,250.0 lose 2,709,000
17_WP: 53.8 % win 2,391,050.0 lose 2,416,000
18_WP: 53.72 % win 1,909,950.0 lose 1,936,000
19_WP: 56.26 % win 1,546,150.0 lose 1,414,000
20_WP: 55.04 % win 1,392,300.0 lose 1,338,000
21_WP: 53.99 % win 1,621,800.0 lose 1,626,000
22_WP: 53.49 % win 1,666,850.0 lose 1,705,000
23_WP: 54.82 % win 1,652,400.0 lose 1,602,000

f:id:hiraka_Blog:20210102195402p:plain
Janu_WP 54.81 % win 3,911,700.0 lose 3,795,000
Feb_WP 55.81 % win 3,807,150.0 lose 3,547,000
Mat_WP 54.53 % win 4,033,250.0 lose 3,957,000
Apr_WP 55.12 % win 3,971,200.0 lose 3,804,000
May_WP 54.19 % win 4,044,300.0 lose 4,023,000
June_WP 54.35 % win 3,915,950.0 lose 3,869,000
July_WP 54.44 % win 4,032,400.0 lose 3,970,000
Aug_WP 55.01 % win 4,108,050.0 lose 3,952,000
Sep_WP 54.48 % win 3,859,000.0 lose 3,794,000
Oct_WP 54.58 % win 4,091,900.0 lose 4,006,000
Nov_WP 53.98 % win 3,621,000.0 lose 3,632,000
Dec_WP 54.49 % win 3,420,400.0 lose 3,361,000

f:id:hiraka_Blog:20210102195337p:plain
0M_WP 54.25 % win 4,283,150.0 lose 4,249,000
5M_WP 54.31 % win 4,248,300.0 lose 4,204,000
10M_WP 53.55 % win 4,078,300.0 lose 4,162,000
15M_WP 54.34 % win 4,037,500.0 lose 3,992,000
20M_WP 55.54 % win 3,853,050.0 lose 3,628,000
25M_WP 55.45 % win 3,680,500.0 lose 3,479,000
30M_WP 52.33 % win 3,591,250.0 lose 3,848,000
35M_WP 54.22 % win 3,755,300.0 lose 3,730,000
40M_WP 54.27 % win 3,690,700.0 lose 3,658,000
45M_WP 54.32 % win 3,642,250.0 lose 3,604,000
50M_WP 54.7 % win 3,753,600.0 lose 3,657,000
55M_WP 58.56 % win 4,202,400.0 lose 3,499,000

f:id:hiraka_Blog:20210102195311p:plain
2010_WP 54.5 % win 4,245,750.0 loss 4,170,000
2011_WP 55.04 % win 4,216,850.0 loss 4,053,000
2012_WP 54.53 % win 4,344,350.0 loss 4,261,000
2013_WP 55.02 % win 4,387,700.0 loss 4,220,000
2014_WP 55.17 % win 4,338,400.0 loss 4,147,000
2015_WP 53.9 % win 4,319,700.0 loss 4,347,000
2016_WP 54.8 % win 4,390,250.0 loss 4,260,000
2017_WP 54.99 % win 4,348,600.0 loss 4,187,000
2018_WP 54.23 % win 4,326,500.0 loss 4,296,000
2019_WP 55.03 % win 4,276,350.0 loss 4,112,000
2020_WP 53.81 % win 3,621,850.0 loss 3,657,000

f:id:hiraka_Blog:20210102195235p:plain
take: 46,816,300 Jpy
loss: 45,710,000 Jpy
PL: 1,106,300 Jpy
PF: 1.0242025814920148
Max WIn: 17
Max Pro: + 14,450.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 191.93381359163732

USDJPY 5Minute Bollinger Bands 3σ Winning Percent

highwin: 3,569 highlose: 2,763 hightotal 6,332 HighWP: 56.36 %
lowwin: 27,139 lowlose: 22,973 lowtotal 50,112 LowWP: 54.16 %
win: 30,708 lose: 25,736 total: 56,444 WP: 54.4 %

f:id:hiraka_Blog:20210102200849p:plain
MON_WP: 54.07 % win 4,824,600.0 lose 4,821,000
TUE_WP: 53.86 % win 5,311,650.0 lose 5,020,000
WED_WP: 54.94 % win 5,441,700.0 lose 5,251,000
TUR_WP: 54.49 % win 5,114,450.0 lose 5,026,000
FRI_WP: 54.44 % win 5,208,800.0 lose 5,128,000

f:id:hiraka_Blog:20210102200824p:plain
0_WP: 57.15 % win 821,950.0 lose 725,000
1_WP: 55.98 % win 1,019,150.0 lose 943,000
2_WP: 54.52 % win 1,252,050.0 lose 1,229,000
3_WP: 51.89 % win 1,470,500.0 lose 1,604,000
4_WP: 53.91 % win 1,594,600.0 lose 1,604,000
5_WP: 56.25 % win 838,100.0 lose 767,000
6_WP: 55.42 % win 686,800.0 lose 650,000
7_WP: 55.65 % win 794,750.0 lose 745,000
8_WP: 55.78 % win 1,099,900.0 lose 1,026,000
9_WP: 56.36 % win 1,360,000.0 lose 1,239,000
10_WP: 53.88 % win 1,499,400.0 lose 1,510,000
11_WP: 54.03 % win 1,247,800.0 lose 1,249,000
12_WP: 55.72 % win 1,031,050.0 lose 964,000
13_WP: 52.63 % win 840,650.0 lose 890,000
14_WP: 54.4 % win 952,000.0 lose 939,000
15_WP: 53.97 % win 1,353,200.0 lose 1,358,000
16_WP: 53.29 % win 1,557,200.0 lose 1,606,000
17_WP: 53.54 % win 1,348,100.0 lose 1,376,000
18_WP: 52.96 % win 987,700.0 lose 1,032,000
19_WP: 56.8 % win 838,100.0 lose 750,000
20_WP: 54.52 % win 774,350.0 lose 760,000
21_WP: 53.72 % win 866,150.0 lose 878,000
22_WP: 53.01 % win 941,800.0 lose 982,000
23_WP: 54.5 % win 926,500.0 lose 910,000

f:id:hiraka_Blog:20210102200801p:plain
Janu_WP 55.05 % win 2,143,700.0 lose 2,059,000
Feb_WP 55.06 % win 2,135,200.0 lose 2,050,000
Mat_WP 53.01 % win 2,212,550.0 lose 2,307,000
Apr_WP 54.64 % win 2,203,200.0 lose 2,152,000
May_WP 54.21 % win 2,323,900.0 lose 2,309,000
June_WP 53.63 % win 2,177,700.0 lose 2,215,000
July_WP 54.9 % win 2,232,950.0 lose 2,158,000
Aug_WP 55.07 % win 2,262,700.0 lose 2,172,000
Sep_WP 53.89 % win 2,180,250.0 lose 2,195,000
Oct_WP 54.55 % win 2,263,550.0 lose 2,219,000
Nov_WP 53.65 % win 2,093,550.0 lose 2,128,000
Dec_WP 55.42 % win 1,872,550.0 lose 1,772,000

f:id:hiraka_Blog:20210102200732p:plain
0M_WP 53.54 % win 2,431,000.0 lose 2,482,000
5M_WP 53.48 % win 2,409,750.0 lose 2,466,000
10M_WP 53.54 % win 2,272,900.0 lose 2,320,000
15M_WP 53.27 % win 2,187,050.0 lose 2,257,000
20M_WP 55.72 % win 2,125,000.0 lose 1,987,000
25M_WP 54.77 % win 2,001,750.0 lose 1,945,000
30M_WP 53.38 % win 2,090,150.0 lose 2,148,000
35M_WP 53.56 % win 2,093,550.0 lose 2,136,000
40M_WP 54.0 % win 2,034,900.0 lose 2,039,000
45M_WP 54.68 % win 2,034,050.0 lose 1,983,000
50M_WP 54.74 % win 2,075,700.0 lose 2,019,000
55M_WP 58.55 % win 2,346,000.0 lose 1,954,000

f:id:hiraka_Blog:20210102200711p:plain
2010_WP 55.43 % win 2,390,200.0 loss 2,261,000
2011_WP 54.77 % win 2,344,300.0 loss 2,278,000
2012_WP 53.73 % win 2,518,550.0 loss 2,552,000
2013_WP 53.58 % win 2,466,700.0 loss 2,514,000
2014_WP 54.84 % win 2,493,050.0 loss 2,415,000
2015_WP 53.9 % win 2,384,250.0 loss 2,399,000
2016_WP 54.83 % win 2,408,900.0 loss 2,335,000
2017_WP 54.55 % win 2,369,800.0 loss 2,323,000
2018_WP 53.45 % win 2,364,700.0 loss 2,423,000
2019_WP 55.47 % win 2,421,650.0 loss 2,287,000
2020_WP 53.94 % win 1,939,700.0 loss 1,949,000

f:id:hiraka_Blog:20210102200650p:plain
take: 26,101,800 Jpy
loss: 25,736,000 Jpy
PL: 365,800 Jpy
PF: 1.0142135529996892
Max WIn: 15
Max Pro: + 12,750.0 Jpy
Max Lose: 12
Max DD: - 12,000 Jpy
Ave Pips: 53.533039761625176